I don't know, probably because we watch every single minute of Welbeck so we see all his misses and the frustrating parts of his game but then we only watch Lukaku now and then, nowhere near as much as Welbeck. Now that I think about it though, Van Persie who is thought of as a really clinical striker tends to miss quite a few break-aways. It's different with him though as he usually is pretty sure on what he'll do, just ends up putting it next to the goal or something, unlike Welbeck who (before at least) isn't sure whether to place it or hit it hard. Nani is probably the best in our squad when through 1 on 1, he's always been clinical from memory.
I just think that if Welbeck added that killer instinct when he has time to think about it, he could potentially turn into one of the top strikers around. My biggest criticism with Welbeck is how easily he tends to fall over and his lack of balance, because that usually ends up messing up a lot of his chances, like the one today and quite a few in the past.
On the Lukaku-Welbeck comparison though, you have to remember that Lukaku is only 20 years old (3 years younger then Welbeck), and is basically fully developed physically and knows how to use his body properly to outmuscle the opposition, unlike Welbeck currently. Obviously on the ball Welbeck is much better, but Lukaku has that strikers instinct that he doesn't get too down after a miss and just keeps going at it and gets himself in the position to get the goal. Welbeck for me, as good as he is, lacks that bit of a strikers instinct, to always get himself in position to harm the opposition, and to score a goal. Up until this last month that is. If he keeps this up for the rest of the season, then he'll get rid of the poor finisher tag, as it is though, it's just been a month so far that he's been clinical compared to 1 game every now and then where he looks clinical.